Skip to main content
V-Lab

Attijariwafa Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.93% (-2.50%)
Analysis last updated: Sunday, February 15, 2026 at 02:45 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Attijariwafa Bank S0GARCH
paramt-stat
ω1.49122.58
α0.15819.44
β0.661419.24
γ10.09041.35
γ2-0.1001-1.12
γ3-0.0009-0.02
γ4-0.0167-0.61
γ50.06803.04
γ6-0.0539-2.80
γ70.01300.87
Estimation Period:
Jul 1, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts